In which country do you reside? Also, will the PC be online when you are running your program
(not that it matters really since historical data of holidays can be saved , with the requirement only that your PC must be online at least once per calendar year when running the program).

By the way, now that I come to think of it, are you meaning previous WORK day or are you meaning last WEEKDAYwhch is normally a workday?
e.g. If you save the file on a Monday, do you want a "Friday" date as [part of the file name (even if the Friday was a public holiday locally?)

Is the date you want saved actually contained in the data of the file you are saving? (That would be the best solution)

Please advise. I will see if I can come up with code that will save your file with the required date as part of it's name.

But that's a different matter. That's about when people (employees) work. Everywhere some people work on weekends and have off-days during the week. But salary is probably different between working on a workday or public holidays.
Also, people are working at shifts in many businesses, but not all of them.

Semantically: Someone, as least I do, will see a difference and expect a different result. E.g finding a file for a day he/she was unaware of or he/she is looking for file which does not exists. Cause we're talking about an automated process.

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